Univariate ARIMA Extrapolation Forecast | ||||||||
time | Y[t] | F[t] | 95% LB | 95% UB | p-value (H0: Y[t] = F[t]) | P(F[t]>Y[t-1]) | P(F[t]>Y[t-s]) | P(F[t]>Y[476]) |
471 | 113.18 | - | - | - | - | - | - | - |
472 | 113.67 | - | - | - | - | - | - | - |
473 | 115.15 | - | - | - | - | - | - | - |
474 | 114.41 | - | - | - | - | - | - | - |
475 | 112.88 | - | - | - | - | - | - | - |
476 | 112.44 | - | - | - | - | - | - | - |
477 | 113.48 | 112.44 | 110.0896 | 114.7904 | 0.1929 | 0.5 | 0.1525 | 0.5 |
478 | 112.78 | 112.44 | 109.1161 | 115.7639 | 0.4206 | 0.2699 | 0.055 | 0.5 |
479 | 112.59 | 112.44 | 108.369 | 116.511 | 0.4712 | 0.435 | 0.1714 | 0.5 |
480 | 113.31 | 112.44 | 107.7393 | 117.1407 | 0.3584 | 0.4751 | 0.4272 | 0.5 |
481 | 113.21 | 112.44 | 107.1844 | 117.6956 | 0.387 | 0.3728 | 0.5 | 0.5 |
482 | 112.5 | 112.44 | 106.6828 | 118.1972 | 0.4919 | 0.3966 | 0.3616 | 0.5 |
483 | 113.72 | 112.44 | 106.2215 | 118.6585 | 0.3433 | 0.4925 | 0.4573 | 0.5 |
484 | 114.09 | 112.44 | 105.7921 | 119.0879 | 0.3133 | 0.3529 | 0.4824 | 0.5 |
485 | 113.97 | 112.44 | 105.3889 | 119.4911 | 0.3353 | 0.3232 | 0.4045 | 0.5 |
486 | 112.5 | 112.44 | 105.0075 | 119.8725 | 0.4937 | 0.3433 | 0.4195 | 0.5 |
487 | 111.28 | 112.44 | 104.6447 | 120.2353 | 0.3853 | 0.494 | 0.494 | 0.5 |
488 | 111.35 | 112.44 | 104.2981 | 120.5819 | 0.3965 | 0.61 | 0.379 | 0.5 |
489 | 110.92 | 112.44 | 103.9656 | 120.9144 | 0.3626 | 0.5995 | 0.3514 | 0.5 |
490 | 110.73 | 112.44 | 103.6457 | 121.2343 | 0.3516 | 0.6326 | 0.3666 | 0.5 |
491 | 109 | 112.44 | 103.3371 | 121.5429 | 0.2294 | 0.6436 | 0.4948 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
477 | 0.0107 | 0.0092 | 0 | 1.0816 | 0 | 0 |
478 | 0.0151 | 0.003 | 0.0061 | 0.1156 | 0.5986 | 0.7737 |
479 | 0.0185 | 0.0013 | 0.0045 | 0.0225 | 0.4066 | 0.6376 |
480 | 0.0213 | 0.0077 | 0.0053 | 0.7569 | 0.4942 | 0.703 |
481 | 0.0238 | 0.0068 | 0.0056 | 0.5929 | 0.5139 | 0.7169 |
482 | 0.0261 | 5e-04 | 0.0048 | 0.0036 | 0.4289 | 0.6549 |
483 | 0.0282 | 0.0114 | 0.0057 | 1.6384 | 0.6016 | 0.7757 |
484 | 0.0302 | 0.0147 | 0.0068 | 2.7225 | 0.8668 | 0.931 |
485 | 0.032 | 0.0136 | 0.0076 | 2.3409 | 1.0305 | 1.0152 |
486 | 0.0337 | 5e-04 | 0.0069 | 0.0036 | 0.9279 | 0.9632 |
487 | 0.0354 | -0.0103 | 0.0072 | 1.3456 | 0.9658 | 0.9828 |
488 | 0.0369 | -0.0097 | 0.0074 | 1.1881 | 0.9844 | 0.9921 |
489 | 0.0385 | -0.0135 | 0.0079 | 2.3104 | 1.0864 | 1.0423 |
490 | 0.0399 | -0.0152 | 0.0084 | 2.9241 | 1.2176 | 1.1035 |
491 | 0.0413 | -0.0306 | 0.0099 | 11.8336 | 1.9254 | 1.3876 |